Long exit times near a repelling equilibrium

DOI10.1214/20-AAP1599zbMath1479.60106arXiv1908.11840OpenAlexW3140440277MaRDI QIDQ2240826

Yu. Yu. Bakhtin, Hong-Bin Chen

Publication date: 4 November 2021

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1908.11840

zbMATH Keywords

Malliavin calculusexit problempolynomial decayunstable equilibriumvanishing noise limit

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Stochastic calculus of variations and the Malliavin calculus (60H07)

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